-84.6%
TTD vs TMF
-88.7%
+4.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.2% | -2.9% |
| 7D | +20.8% | -8.2% | +28.9% | +21.5% |
| 30D | +27.1% | +5.3% | +21.8% | +26.6% |
| 3M | +14.7% | -8.5% | +23.2% | +15.3% |
| 6M | -26.8% | -17.2% | -9.6% | -26.0% |
| YTD | -59.2% | -23.4% | -35.8% | -58.6% |
| 1Y | -64.7% | -30.2% | -34.4% | -63.9% |
| 3Y | -75.8% | -32.9% | -42.9% | -75.6% |
| 5Y | -84.6% | -88.5% | +4.0% | -86.4% |
| All | -84.6% | -88.7% | +4.1% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling